BUG: fix non normalized vectors in gen. eig solver

The eigenvectors returned by the generalized eigenvalue solver were not
normalized. This seems to be an error in the lapack function. This
commit adds a fix for scipy and a unit-test
Merge pull request #3055 from kain88-de/fix_gen_eig_solver

BUG: linalg: fix non normalized vectors in gen. eig solver